Custom Correlation Matrix

The following table shows return correlations between the assets you entered for the past three months.

			TIP	AGG	IGE	GSG	VNQ	RWX	EEM	EFA	VB	VV	VO	VGK	VPL	Return	StdDev
	Ishares Barclays	TIP														1.7%	1.1%
	Ishares Barclay	AGG	0.43													56.7%	1.4%
	Ishares S&P Gssi	IGE	-0.14	0.15												34.5%	6.4%
	Ishares Gsci Cmdt	GSG	-0.14	0.03	0.73											-75.6%	3.6%
	Vanguard Sf Reit	VNQ	-0.28	-0.22	0.66	0.45										-42.6%	8.1%
	Spdr Dj Wilshire	RWX	-0.06	0.13	0.82	0.55	0.68									-3.6%	4.0%
	Ishares Msci E.M.	EEM	-0.22	-0.06	0.87	0.63	0.77	0.82								66.6%	7.3%
	Ishares Msci Eafe	EFA	-0.11	0.10	0.91	0.61	0.75	0.86	0.93							17.5%	4.9%
	Vanguard Sm Cap E	VB	-0.19	-0.08	0.83	0.57	0.90	0.83	0.86	0.87						1.2%	4.6%
	Vanguard Lg Cap E	VV	-0.19	0.01	0.91	0.62	0.84	0.85	0.93	0.96	0.94					11.5%	4.1%
	Vanguard Mid Cap	VO	-0.16	0.01	0.91	0.63	0.86	0.86	0.91	0.93	0.97	0.98				6.1%	4.5%
	Vangrd European E	VGK	-0.12	0.09	0.91	0.64	0.77	0.87	0.92	0.99	0.88	0.95	0.93			10.1%	4.8%
	Vangrd Pacific Et	VPL	-0.10	0.08	0.90	0.60	0.72	0.84	0.92	0.97	0.84	0.93	0.90	0.94		36.4%	4.7%
	Nasdaq Composite	^IXIC	-0.26	-0.06	0.87	0.60	0.87	0.83	0.92	0.93	0.96	0.98	0.97	0.93	0.90	1.8%	4.0%
	Portfolio															2.7%	4.0%

Each cell represents the correlation between the two corresponding assets.